+335.5%
KKR vs REPL
-6.0%
+341.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | +2.2% | +27.1% | -25.0% | +0.9% |
| 3M | +13.1% | +52.4% | -39.3% | +8.6% |
| 6M | +15.3% | +107.4% | -92.2% | +3.4% |
| YTD | -15.0% | +54.7% | -69.7% | -22.5% |
| 1Y | -21.0% | +158.9% | -179.9% | -33.3% |
| 3Y | +76.7% | -23.7% | +100.4% | +42.5% |
| 5Y | +74.3% | -54.3% | +128.7% | +44.9% |
| All | +335.5% | -6.0% | +341.5% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling